+502.4%
MDLZ vs BBWI
+415.0%
+87.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.8% |
| 7D | +1.7% | -6.2% | +7.9% | +2.5% |
| 30D | +11.2% | +19.9% | -8.8% | +8.6% |
| 3M | +6.1% | +7.1% | -1.0% | +4.8% |
| 6M | +8.6% | +13.7% | -5.1% | +5.8% |
| YTD | +25.8% | +9.6% | +16.3% | +22.2% |
| 1Y | +21.7% | -1.6% | +23.3% | +19.0% |
| 3Y | +5.8% | -25.9% | +31.7% | +3.8% |
| 5Y | +21.4% | -67.8% | +89.2% | +30.2% |
| 10Y | +97.2% | -43.5% | +140.7% | +73.4% |
| All | +502.4% | +415.0% | +87.3% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling